Strategy Tester Report
Copernicus_Triple_Crown_USDJPY_M5_V3
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2004.01.01 02:00 - 2026.06.30 23:55 (2004.01.01 - 2026.07.01) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | Basic_setting=""; Slippage=3; MaxSpread=3; Basic_setting2=""; Copernicus="Copernicus_USDJPY_M5_V1"; MagicNumber1=20052801; Lots1=0.5; Basic_setting3=""; Divergence="The_Divergence_USDJPY_M5_V1"; MagicNumber2=20052811; Lots2=0.4; Basic_setting4=""; Utility_Player_JO="Utility_Player_JO_USDJPY_M5_V1"; MagicNumber3=20052821; Lots3=0.7; | ||||
| テストバー数 | 1680112 | モデルティック数 | 388014021 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 12500019.03 | 総利益 | 39984582.65 | 総損失 | -27484563.62 |
| プロフィットファクタ | 1.45 | 期待利得 | 2192.60 | ||
| 絶対ドローダウン | 261626.73 | 最大ドローダウン | 610660.97 (4.50%) | 相対ドローダウン | 34.83% (394651.15) |
| 総取引数 | 5701 | 売りポジション(勝率%） | 2791 (71.41%) | 買いポジション(勝率%） | 2910 (75.46%) |
| 勝率(%) | 4189 (73.48%) | 負率 (%) | 1512 (26.52%) | ||
| 最大 | 勝トレード | 147018.22 | 敗トレード | -97445.62 | |
| 平均 | 勝トレード | 9545.14 | 敗トレード | -18177.62 | |
| 最大 | 連勝(金額) | 29 (207537.34) | 連敗(金額) | 6 (-51949.86) | |
| 最大 | 連勝(トレード数) | 268300.00 (11) | 連敗(トレード数) | -293927.59 (5) | |
| 平均 | 連勝 | 4 | 連敗 | 1 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 9901 | 2015.08.26 11:20 | sell | 3300 | 0.50 | 119.603 | 0.000 | 0.000 | ||
| 9902 | 2015.08.26 11:20 | modify | 3300 | 0.50 | 119.603 | 121.203 | 118.303 | ||
| 9903 | 2015.08.26 15:15 | close | 3299 | 0.50 | 119.694 | 117.917 | 120.817 | 8850.00 | 8510385.16 |
| 9904 | 2015.08.26 16:45 | buy | 3301 | 0.50 | 119.652 | 0.000 | 0.000 | ||
| 9905 | 2015.08.26 16:45 | modify | 3301 | 0.50 | 119.652 | 118.052 | 120.952 | ||
| 9906 | 2015.08.26 17:20 | close | 3300 | 0.50 | 119.377 | 121.203 | 118.303 | 11300.00 | 8521685.16 |
| 9907 | 2015.08.26 20:30 | close | 3301 | 0.50 | 119.655 | 118.052 | 120.952 | 150.00 | 8521835.16 |
| 9908 | 2015.08.27 07:55 | buy | 3302 | 0.50 | 119.922 | 0.000 | 0.000 | ||
| 9909 | 2015.08.27 07:55 | modify | 3302 | 0.50 | 119.922 | 118.322 | 121.222 | ||
| 9910 | 2015.08.27 09:45 | close | 3302 | 0.50 | 120.187 | 118.322 | 121.222 | 13250.00 | 8535085.16 |
| 9911 | 2015.08.27 22:00 | buy | 3303 | 0.70 | 120.635 | 0.000 | 0.000 | ||
| 9912 | 2015.08.27 22:00 | modify | 3303 | 0.70 | 120.635 | 119.335 | 121.035 | ||
| 9913 | 2015.08.27 22:30 | close | 3303 | 0.70 | 120.839 | 119.335 | 121.035 | 14280.00 | 8549365.16 |
| 9914 | 2015.08.28 10:45 | buy | 3304 | 0.70 | 120.911 | 0.000 | 0.000 | ||
| 9915 | 2015.08.28 10:45 | modify | 3304 | 0.70 | 120.911 | 119.611 | 121.311 | ||
| 9916 | 2015.08.28 17:05 | close | 3304 | 0.70 | 120.974 | 119.611 | 121.311 | 4410.00 | 8553775.16 |
| 9917 | 2015.08.31 01:40 | buy | 3305 | 0.70 | 121.241 | 0.000 | 0.000 | ||
| 9918 | 2015.08.31 01:40 | modify | 3305 | 0.70 | 121.241 | 119.941 | 121.641 | ||
| 9919 | 2015.08.31 02:35 | close | 3305 | 0.70 | 121.337 | 119.941 | 121.641 | 6720.00 | 8560495.16 |
| 9920 | 2015.09.02 03:05 | sell | 3306 | 0.70 | 119.882 | 0.000 | 0.000 | ||
| 9921 | 2015.09.02 03:05 | modify | 3306 | 0.70 | 119.882 | 121.182 | 119.482 | ||
| 9922 | 2015.09.02 08:25 | close | 3306 | 0.70 | 120.034 | 121.182 | 119.482 | -10640.00 | 8549855.16 |
| 9923 | 2015.09.04 22:55 | sell | 3307 | 0.70 | 119.098 | 0.000 | 0.000 | ||
| 9924 | 2015.09.04 22:55 | modify | 3307 | 0.70 | 119.098 | 120.398 | 118.698 | ||
| 9925 | 2015.09.04 23:20 | close | 3307 | 0.70 | 118.991 | 120.398 | 118.698 | 7490.00 | 8557345.16 |
| 9926 | 2015.09.07 01:45 | sell | 3308 | 0.70 | 119.165 | 0.000 | 0.000 | ||
| 9927 | 2015.09.07 01:45 | modify | 3308 | 0.70 | 119.165 | 120.465 | 118.765 | ||
| 9928 | 2015.09.07 02:40 | close | 3308 | 0.70 | 119.042 | 120.465 | 118.765 | 8610.00 | 8565955.16 |
| 9929 | 2015.09.08 18:00 | buy | 3309 | 0.70 | 119.764 | 0.000 | 0.000 | ||
| 9930 | 2015.09.08 18:00 | modify | 3309 | 0.70 | 119.764 | 118.464 | 120.164 | ||
| 9931 | 2015.09.08 19:30 | close | 3309 | 0.70 | 119.874 | 118.464 | 120.164 | 7700.00 | 8573655.16 |
| 9932 | 2015.09.09 21:05 | buy | 3310 | 0.70 | 120.829 | 0.000 | 0.000 | ||
| 9933 | 2015.09.09 21:05 | modify | 3310 | 0.70 | 120.829 | 119.529 | 121.229 | ||
| 9934 | 2015.09.10 04:25 | buy | 3311 | 0.50 | 120.061 | 0.000 | 0.000 | ||
| 9935 | 2015.09.10 04:25 | modify | 3311 | 0.50 | 120.061 | 118.461 | 121.361 | ||
| 9936 | 2015.09.10 05:10 | close | 3310 | 0.70 | 120.379 | 119.529 | 121.229 | -29932.25 | 8543722.91 |
| 9937 | 2015.09.10 07:55 | close | 3311 | 0.50 | 120.957 | 118.461 | 121.361 | 44800.00 | 8588522.91 |
| 9938 | 2015.09.10 15:15 | buy | 3312 | 0.50 | 121.043 | 0.000 | 0.000 | ||
| 9939 | 2015.09.10 15:15 | modify | 3312 | 0.50 | 121.043 | 119.443 | 122.343 | ||
| 9940 | 2015.09.10 15:35 | buy | 3313 | 0.70 | 120.761 | 0.000 | 0.000 | ||
| 9941 | 2015.09.10 15:35 | modify | 3313 | 0.70 | 120.761 | 119.461 | 121.161 | ||
| 9942 | 2015.09.10 16:10 | close | 3313 | 0.70 | 120.890 | 119.461 | 121.161 | 9030.00 | 8597552.91 |
| 9943 | 2015.09.11 01:05 | close | 3312 | 0.50 | 120.708 | 119.443 | 122.343 | -16376.39 | 8581176.52 |
| 9944 | 2015.09.14 20:45 | sell | 3314 | 0.70 | 120.141 | 0.000 | 0.000 | ||
| 9945 | 2015.09.14 20:45 | modify | 3314 | 0.70 | 120.141 | 121.441 | 119.741 | ||
| 9946 | 2015.09.15 05:35 | close | 3314 | 0.70 | 120.348 | 121.441 | 119.741 | -15425.20 | 8565751.32 |
| 9947 | 2015.09.15 16:00 | sell | 3315 | 0.70 | 119.833 | 0.000 | 0.000 | ||
| 9948 | 2015.09.15 16:00 | modify | 3315 | 0.70 | 119.833 | 121.133 | 119.433 | ||
| 9949 | 2015.09.15 17:25 | sell | 3316 | 0.50 | 119.944 | 0.000 | 0.000 | ||
| 9950 | 2015.09.15 17:25 | modify | 3316 | 0.50 | 119.944 | 121.544 | 118.644 | ||
| 9951 | 2015.09.16 01:35 | close | 3316 | 0.50 | 120.376 | 121.544 | 118.644 | -22268.99 | 8543482.33 |
| 9952 | 2015.09.16 01:35 | close | 3315 | 0.70 | 120.381 | 121.133 | 119.433 | -39296.58 | 8504185.75 |
| 9953 | 2015.09.16 03:15 | buy | 3317 | 0.70 | 120.297 | 0.000 | 0.000 | ||
| 9954 | 2015.09.16 03:15 | modify | 3317 | 0.70 | 120.297 | 118.997 | 120.697 | ||
| 9955 | 2015.09.16 09:30 | close | 3317 | 0.70 | 120.319 | 118.997 | 120.697 | 1540.00 | 8505725.75 |
| 9956 | 2015.09.17 02:25 | buy | 3318 | 0.70 | 120.527 | 0.000 | 0.000 | ||
| 9957 | 2015.09.17 02:25 | modify | 3318 | 0.70 | 120.527 | 119.227 | 120.927 | ||
| 9958 | 2015.09.17 03:05 | close | 3318 | 0.70 | 120.650 | 119.227 | 120.927 | 8610.00 | 8514335.75 |
| 9959 | 2015.09.18 15:25 | sell | 3319 | 0.70 | 119.461 | 0.000 | 0.000 | ||
| 9960 | 2015.09.18 15:25 | modify | 3319 | 0.70 | 119.461 | 120.761 | 119.061 | ||
| 9961 | 2015.09.18 16:10 | close | 3319 | 0.70 | 119.353 | 120.761 | 119.061 | 7560.00 | 8521895.75 |
| 9962 | 2015.09.18 17:15 | sell | 3320 | 0.70 | 119.653 | 0.000 | 0.000 | ||
| 9963 | 2015.09.18 17:15 | modify | 3320 | 0.70 | 119.653 | 120.953 | 119.253 | ||
| 9964 | 2015.09.18 18:25 | sell | 3321 | 0.40 | 119.925 | 0.000 | 0.000 | ||
| 9965 | 2015.09.18 18:25 | modify | 3321 | 0.40 | 119.925 | 122.275 | 118.875 | ||
| 9966 | 2015.09.21 01:50 | close | 3320 | 0.70 | 119.964 | 120.953 | 119.253 | -22704.31 | 8499191.44 |
| 9967 | 2015.09.21 03:25 | buy | 3322 | 0.70 | 119.867 | 0.000 | 0.000 | ||
| 9968 | 2015.09.21 03:25 | modify | 3322 | 0.70 | 119.867 | 118.567 | 120.267 | ||
| 9969 | 2015.09.21 06:00 | close | 3321 | 0.40 | 119.749 | 122.275 | 118.875 | 6506.11 | 8505697.54 |
| 9970 | 2015.09.21 08:05 | close | 3322 | 0.70 | 119.851 | 118.567 | 120.267 | -1120.00 | 8504577.54 |
| 9971 | 2015.09.21 19:55 | buy | 3323 | 0.70 | 120.281 | 0.000 | 0.000 | ||
| 9972 | 2015.09.21 19:55 | modify | 3323 | 0.70 | 120.281 | 118.981 | 120.681 | ||
| 9973 | 2015.09.21 20:20 | close | 3323 | 0.70 | 120.435 | 118.981 | 120.681 | 10780.00 | 8515357.54 |
| 9974 | 2015.09.22 03:30 | buy | 3324 | 0.70 | 120.428 | 0.000 | 0.000 | ||
| 9975 | 2015.09.22 03:30 | modify | 3324 | 0.70 | 120.428 | 119.128 | 120.828 | ||
| 9976 | 2015.09.22 06:30 | close | 3324 | 0.70 | 120.422 | 119.128 | 120.828 | -420.00 | 8514937.54 |
| 9977 | 2015.09.22 17:05 | sell | 3325 | 0.70 | 120.128 | 0.000 | 0.000 | ||
| 9978 | 2015.09.22 17:05 | modify | 3325 | 0.70 | 120.128 | 121.428 | 119.728 | ||
| 9979 | 2015.09.22 17:25 | close | 3325 | 0.70 | 120.020 | 121.428 | 119.728 | 7560.00 | 8522497.54 |
| 9980 | 2015.09.23 09:15 | sell | 3326 | 0.70 | 119.920 | 0.000 | 0.000 | ||
| 9981 | 2015.09.23 09:15 | modify | 3326 | 0.70 | 119.920 | 121.220 | 119.520 | ||
| 9982 | 2015.09.23 18:30 | close | 3326 | 0.70 | 120.251 | 121.220 | 119.520 | -23170.00 | 8499327.54 |
| 9983 | 2015.09.24 19:25 | sell | 3327 | 0.70 | 119.734 | 0.000 | 0.000 | ||
| 9984 | 2015.09.24 19:25 | modify | 3327 | 0.70 | 119.734 | 121.034 | 119.334 | ||
| 9985 | 2015.09.24 20:00 | close | 3327 | 0.70 | 119.590 | 121.034 | 119.334 | 10080.00 | 8509407.54 |
| 9986 | 2015.09.24 21:20 | sell | 3328 | 0.70 | 119.876 | 0.000 | 0.000 | ||
| 9987 | 2015.09.24 21:20 | modify | 3328 | 0.70 | 119.876 | 121.176 | 119.476 | ||
| 9988 | 2015.09.25 05:05 | buy | 3329 | 0.50 | 120.119 | 0.000 | 0.000 | ||
| 9989 | 2015.09.25 05:05 | modify | 3329 | 0.50 | 120.119 | 118.519 | 121.419 | ||
| 9990 | 2015.09.25 05:05 | close | 3328 | 0.70 | 120.123 | 121.176 | 119.476 | -18223.91 | 8491183.63 |
| 9991 | 2015.09.25 07:50 | close | 3329 | 0.50 | 120.244 | 118.519 | 121.419 | 6250.00 | 8497433.63 |
| 9992 | 2015.09.25 16:40 | buy | 3330 | 0.70 | 120.569 | 0.000 | 0.000 | ||
| 9993 | 2015.09.25 16:40 | modify | 3330 | 0.70 | 120.569 | 119.269 | 120.969 | ||
| 9994 | 2015.09.25 16:50 | close | 3330 | 0.70 | 120.676 | 119.269 | 120.969 | 7490.00 | 8504923.63 |
| 9995 | 2015.09.25 21:45 | buy | 3331 | 0.70 | 120.638 | 0.000 | 0.000 | ||
| 9996 | 2015.09.25 21:45 | modify | 3331 | 0.70 | 120.638 | 119.338 | 121.038 | ||
| 9997 | 2015.09.28 01:30 | close | 3331 | 0.70 | 120.583 | 119.338 | 121.038 | -3327.37 | 8501596.26 |
| 9998 | 2015.09.28 15:40 | sell | 3332 | 0.70 | 120.304 | 0.000 | 0.000 | ||
| 9999 | 2015.09.28 15:40 | modify | 3332 | 0.70 | 120.304 | 121.604 | 119.904 | ||
| 10000 | 2015.09.28 16:15 | close | 3332 | 0.70 | 120.182 | 121.604 | 119.904 | 8540.00 | 8510136.26 |
| 10001 | 2015.09.29 10:35 | sell | 3333 | 0.70 | 119.753 | 0.000 | 0.000 | ||
| 10002 | 2015.09.29 10:35 | modify | 3333 | 0.70 | 119.753 | 121.053 | 119.353 | ||
| 10003 | 2015.09.29 16:35 | close | 3333 | 0.70 | 119.753 | 121.053 | 119.353 | 0.00 | 8510136.26 |
| 10004 | 2015.09.30 15:50 | buy | 3334 | 0.70 | 120.066 | 0.000 | 0.000 | ||
| 10005 | 2015.09.30 15:50 | modify | 3334 | 0.70 | 120.066 | 118.766 | 120.466 | ||
| 10006 | 2015.09.30 16:40 | close | 3334 | 0.70 | 120.234 | 118.766 | 120.466 | 11760.00 | 8521896.26 |
| 10007 | 2015.10.01 21:20 | sell | 3335 | 0.70 | 119.877 | 0.000 | 0.000 | ||
| 10008 | 2015.10.01 21:20 | modify | 3335 | 0.70 | 119.877 | 121.177 | 119.477 | ||
| 10009 | 2015.10.02 01:15 | close | 3335 | 0.70 | 119.854 | 121.177 | 119.477 | 677.23 | 8522573.49 |
| 10010 | 2015.10.02 19:20 | sell | 3336 | 0.70 | 119.629 | 0.000 | 0.000 | ||
| 10011 | 2015.10.02 19:20 | modify | 3336 | 0.70 | 119.629 | 120.929 | 119.229 | ||
| 10012 | 2015.10.02 22:20 | sell | 3337 | 0.50 | 120.046 | 0.000 | 0.000 | ||
| 10013 | 2015.10.02 22:20 | modify | 3337 | 0.50 | 120.046 | 121.646 | 118.746 | ||
| 10014 | 2015.10.02 23:55 | close | 3336 | 0.70 | 119.901 | 120.929 | 119.229 | -19040.00 | 8503533.49 |
| 10015 | 2015.10.05 01:15 | buy | 3338 | 0.50 | 119.924 | 0.000 | 0.000 | ||
| 10016 | 2015.10.05 01:15 | modify | 3338 | 0.50 | 119.924 | 118.324 | 121.224 | ||
| 10017 | 2015.10.05 03:10 | close | 3338 | 0.50 | 120.072 | 118.324 | 121.224 | 7400.00 | 8510933.49 |
| 10018 | 2015.10.05 17:05 | close | 3337 | 0.50 | 120.171 | 121.646 | 118.746 | -6916.62 | 8504016.87 |
| 10019 | 2015.10.15 03:35 | sell | 3339 | 0.70 | 119.021 | 0.000 | 0.000 | ||
| 10020 | 2015.10.15 03:35 | modify | 3339 | 0.70 | 119.021 | 120.321 | 118.621 | ||
| 10021 | 2015.10.15 05:55 | close | 3339 | 0.70 | 118.974 | 120.321 | 118.621 | 3290.00 | 8507306.87 |
| 10022 | 2015.10.15 15:40 | sell | 3340 | 0.70 | 118.588 | 0.000 | 0.000 | ||
| 10023 | 2015.10.15 15:40 | modify | 3340 | 0.70 | 118.588 | 119.888 | 118.188 | ||
| 10024 | 2015.10.15 17:05 | close | 3340 | 0.70 | 118.453 | 119.888 | 118.188 | 9450.00 | 8516756.87 |
| 10025 | 2015.10.15 21:00 | sell | 3341 | 0.70 | 118.649 | 0.000 | 0.000 | ||
| 10026 | 2015.10.15 21:00 | modify | 3341 | 0.70 | 118.649 | 119.949 | 118.249 | ||
| 10027 | 2015.10.16 01:05 | close | 3341 | 0.70 | 118.845 | 119.949 | 118.249 | -14644.69 | 8502112.18 |
| 10028 | 2015.10.16 09:40 | buy | 3342 | 0.70 | 119.013 | 0.000 | 0.000 | ||
| 10029 | 2015.10.16 09:40 | modify | 3342 | 0.70 | 119.013 | 117.713 | 119.413 | ||
| 10030 | 2015.10.16 10:10 | close | 3342 | 0.70 | 119.125 | 117.713 | 119.413 | 7840.00 | 8509952.18 |
| 10031 | 2015.10.16 13:45 | buy | 3343 | 0.70 | 118.967 | 0.000 | 0.000 | ||
| 10032 | 2015.10.16 13:45 | modify | 3343 | 0.70 | 118.967 | 117.667 | 119.367 | ||
| 10033 | 2015.10.16 15:20 | close | 3343 | 0.70 | 119.077 | 117.667 | 119.367 | 7700.00 | 8517652.18 |
| 10034 | 2015.10.19 03:00 | buy | 3344 | 0.70 | 119.309 | 0.000 | 0.000 | ||
| 10035 | 2015.10.19 03:00 | modify | 3344 | 0.70 | 119.309 | 118.009 | 119.709 | ||
| 10036 | 2015.10.19 05:15 | close | 3344 | 0.70 | 119.402 | 118.009 | 119.709 | 6510.00 | 8524162.18 |
| 10037 | 2015.10.19 08:20 | buy | 3345 | 0.70 | 119.294 | 0.000 | 0.000 | ||
| 10038 | 2015.10.19 08:20 | modify | 3345 | 0.70 | 119.294 | 117.994 | 119.694 | ||
| 10039 | 2015.10.19 10:15 | close | 3345 | 0.70 | 119.387 | 117.994 | 119.694 | 6510.00 | 8530672.18 |
| 10040 | 2015.10.26 03:05 | buy | 3346 | 0.70 | 121.232 | 0.000 | 0.000 | ||
| 10041 | 2015.10.26 03:05 | modify | 3346 | 0.70 | 121.232 | 119.932 | 121.632 | ||
| 10042 | 2015.10.26 12:20 | close | 3346 | 0.70 | 121.062 | 119.932 | 121.632 | -11900.00 | 8518772.18 |
| 10043 | 2015.10.29 02:55 | buy | 3347 | 0.70 | 120.862 | 0.000 | 0.000 | ||
| 10044 | 2015.10.29 02:55 | modify | 3347 | 0.70 | 120.862 | 119.562 | 121.262 | ||
| 10045 | 2015.10.29 08:45 | close | 3347 | 0.70 | 120.792 | 119.562 | 121.262 | -4900.00 | 8513872.18 |
| 10046 | 2015.10.30 01:30 | buy | 3348 | 0.70 | 120.966 | 0.000 | 0.000 | ||
| 10047 | 2015.10.30 01:30 | modify | 3348 | 0.70 | 120.966 | 119.666 | 121.366 | ||
| 10048 | 2015.10.30 07:33 | t/p | 3348 | 0.70 | 121.373 | 119.666 | 121.366 | 28490.00 | 8542362.18 |
| 10049 | 2015.10.30 19:00 | sell | 3349 | 0.70 | 120.722 | 0.000 | 0.000 | ||
| 10050 | 2015.10.30 19:00 | modify | 3349 | 0.70 | 120.722 | 122.022 | 120.322 | ||